-31.8%
MP vs IWD
+28.1%
-60.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.6% |
| 7D | -10.5% | -0.5% | -10.0% | -10.0% |
| 30D | -23.5% | +2.7% | -26.2% | -27.7% |
| 3M | -25.4% | +0.9% | -26.3% | -27.0% |
| 6M | -51.3% | +10.5% | -61.8% | -60.9% |
| YTD | -29.9% | +23.7% | -53.6% | -56.3% |
| 1Y | -31.8% | +28.7% | -60.6% | -61.0% |
| All | -31.8% | +28.1% | -60.0% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling